Perform a Kolmogorov-Smirnov test of the null hypothesis that the sample x comes from the (continuous) distribution dist.
if F and G are the CDFs corresponding to the sample and dist, respectively, then the null is that F == G.
The optional argument params contains a list of parameters of dist. For example, to test whether a sample x comes from a uniform distribution on [2,4], use
kolmogorov_smirnov_test (x, "unif", 2, 4)
dist can be any string for which a function distcdf that calculates the CDF of distribution dist exists.
With the optional argument string alt, the alternative of interest
can be selected. If alt is "!=" or "<>", the null
is tested against the two-sided alternative F != G. In this case, the
test statistic ks follows a two-sided Kolmogorov-Smirnov
distribution. If alt is ">", the one-sided alternative F >
G is considered. Similarly for "<", the one-sided alternative F >
G is considered. In this case, the test statistic ks has a
one-sided Kolmogorov-Smirnov distribution. The default is the two-sided
case.
The p-value of the test is returned in pval.
If no output argument is given, the p-value is displayed.
Package: statistics